Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47814.29 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46419.41 Kr¶

PnL: ---------------------------------------> -469.16 Kr¶

DD now: ---------------------------------> -1.677 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:23:56.168178'

Anic Portfolio¶

Today¶

Return: 0.591 %¶

This Week¶

Return: 0.591 %¶

Total¶

Return: 56.532 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.010000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -1.000000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 4.040000 669.060000 92.060000 15.950000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.010000 437.800000 82.800000 23.320000 355.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 3.700000 268.800000 22.800000 9.270000 246.000000
Intrum 4 2.780000 547.200000 20.200000 3.830000 527.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Coor Service Management Hold. 8 0.150000 546.800000 14.800000 2.780000 532.000000
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
AcadeMedia 12 0.860000 566.160000 9.160000 1.640000 557.000004
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Resurs Holding 22 -1.240000 577.720000 3.720000 0.650000 573.999998
Securitas B 6 1.640000 572.880000 2.880000 0.510000 570.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Swedbank A 3 -0.290000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 1.280000 524.550000 -9.450000 -1.770000 533.999999
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
SAAB B 8 1.630000 3336.000000 -41.000000 -1.210000 3377.000000
International Petroleum Corp. 5 2.020000 531.000000 -63.570000 -10.690000 594.565215
Vivesto 1368 0.000000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.590000 3576.300000 -179.700000 -4.780000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46419.410000 -469.160000 -1.67716% 46888.564618

Updated:¶

'2023-01-16 11:24:08.741172'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶